- d -

• D : QuantConnect.Indicators.StochasticRelativeStrengthIndex
• Daily : QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
• DailyConsolidationUseExtendedMarketHours : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• DailyLogLimit : QuantConnect.Packets.Controls
• DailyPortfolioValue : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• DailyPreciseEndTime : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• Data : QuantConnect.Brokerages.WebSocketClientWrapper.BinaryMessage , QuantConnect.Brokerages.WebSocketMessage , QuantConnect.Data.DataHistory< T > , QuantConnect.Data.UniverseSelection.BaseDataCollection , QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket , QuantConnect.Lean.Engine.DataFeeds.PrecalculatedSubscriptionData , QuantConnect.Lean.Engine.DataFeeds.TimeSlice , QuantConnect.Lean.Engine.DataFeeds.UpdateData< T > , QuantConnect.Notifications.NotificationEmail , QuantConnect.Notifications.NotificationWeb , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityCacheDataStoredEventArgs
• DataAgreement : QuantConnect.Api.Organization
• DatabasesRefreshPeriod : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• DataCacheProvider : QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider , QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers , QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• Datacenter : QuantConnect.Api.LiveAlgorithmResults
• DataChannelProvider : QuantConnect.Interfaces.IDataPermissionManager , QuantConnect.Lean.Engine.DataFeeds.DataPermissionManager , QuantConnect.Packets.LiveNodePacket
• DataConsolidated : QuantConnect.Python.DataConsolidatorPythonWrapper
• DataConsolidatedHandler : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >
• DataFeed : QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• DataFeedSubscriptions : QuantConnect.Lean.Engine.DataFeeds.DataManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager
• DataFilter : QuantConnect.Securities.Security
• DataFolder : QuantConnect.Globals
• DataHandlers : QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager
• DataMappingMode : QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Data.Auxiliary.MappingContractFactorRow , QuantConnect.Data.HistoryRequest , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.UniverseSelection.UniverseSettings
• DataMonitor : QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• DataNormalizationMode : QuantConnect.Data.HistoryRequest , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.UniverseSelection.UniverseSettings , QuantConnect.Securities.Security
• DataPermissionManager : QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider
• DataPermissionsManager : QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• DataPoint : QuantConnect.Lean.Engine.DataFeeds.Enumerators.NewDataAvailableEventArgs
• DataPointCount : QuantConnect.Data.HistoryProviderBase , QuantConnect.Interfaces.IHistoryProvider , QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• DataPoints : QuantConnect.Interfaces.IRegressionAlgorithmDefinition , QuantConnect.Lean.Engine.AlgorithmManager
• DataProvider : QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Data.UniverseSelection.BaseFundamentalDataProvider , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• DataProviders : QuantConnect.Api.LiveAlgorithmApiSettingsWrapper
• DataQueueHandler : QuantConnect.Packets.LiveNodePacket
• DataRequestRates : QuantConnect.DataMonitorReport
• DataSubscriptionLimit : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• DataTimeZone : QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.HistoryRequest , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Securities.MarketHoursDatabase.Entry , QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• DataType : QuantConnect.Data.BaseData , QuantConnect.Data.BaseDataRequest , QuantConnect.Data.IBaseData , QuantConnect.Lean.Engine.DataFeeds.UpdateData< T > , QuantConnect.Securities.SecurityCacheDataStoredEventArgs
• Date : QuantConnect.Data.Auxiliary.CorporateFactorRow , QuantConnect.Data.Auxiliary.IFactorRow , QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Data.Auxiliary.MappingContractFactorRow , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Lean.Engine.DataFeeds.CreateStreamReaderErrorEventArgs , QuantConnect.NewTradableDateEventArgs , QuantConnect.Packets.MarketToday , QuantConnect.Securities.Future.MarginRequirementsEntry , QuantConnect.SecurityIdentifier , QuantConnect.TradingDay , QuantConnect.Util.LeanDataPathComponents
• DateFinished : QuantConnect.Packets.BacktestResultPacket
• DateModified : QuantConnect.Api.ProjectFile
• DateRequested : QuantConnect.Packets.BacktestResultPacket
• DateRules : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Scheduling.ScheduleManager
• DateTimeUtc : QuantConnect.Algorithm.Framework.Alphas.GeneratedInsightsCollection
• DayOfWeek : QuantConnect.Securities.LocalMarketHours
• Debugging : QuantConnect.Api.BacktestResponseWrapper , QuantConnect.Packets.BacktestNodePacket
• DebuggingEnabled : QuantConnect.Logging.Log
• DebuggingLevel : QuantConnect.Logging.Log
• DebugMessages : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• DebugMode : QuantConnect.Algorithm.QCAlgorithm
• DefaultCapacity : QuantConnect.Packets.LeakyBucketControlParameters
• DefaultMarkets : BybitBrokerageModel , QuantConnect.Brokerages.BinanceBrokerageModel , QuantConnect.Brokerages.BinanceUSBrokerageModel , QuantConnect.Brokerages.BitfinexBrokerageModel , QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.FTXBrokerageModel , QuantConnect.Brokerages.FTXUSBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Brokerages.KrakenBrokerageModel , QuantConnect.Brokerages.SamcoBrokerageModel , QuantConnect.Brokerages.ZerodhaBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper
• DefaultObjectStore : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• DefaultOrderProperties : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.DefaultMarginCallModel
• DefaultPeriod : QuantConnect.Data.Fundamental.MultiPeriodField< T >
• DefaultRefillAmount : QuantConnect.Packets.LeakyBucketControlParameters
• DefaultSegmentAmount : QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategySettings
• DefaultSymbol : QuantConnect.Data.DividendYieldProvider
• DefaultTimeInterval : QuantConnect.Packets.LeakyBucketControlParameters
• DefaultWindowSize : QuantConnect.Indicators.Indicator
• Definition : QuantConnect.Api.GridChart , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch
• DelayedKijunSenkouA : QuantConnect.Indicators.IchimokuKinkoHyo
• DelayedMaximumSenkouB : QuantConnect.Indicators.IchimokuKinkoHyo
• DelayedMinimumSenkouB : QuantConnect.Indicators.IchimokuKinkoHyo
• DelayedTenkanSenkouA : QuantConnect.Indicators.IchimokuKinkoHyo
• DelistingDate : QuantConnect.Data.Auxiliary.MapFile , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DelistingEventProvider
• DelistingMarketCloseOffsetSpan : QuantConnect.Extensions
• Delistings : QuantConnect.Data.Slice
• Delta : QuantConnect.Data.Market.Greeks , QuantConnect.Securities.Positions.ReservedBuyingPowerImpact
• DeltaBuyingPower : QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters
• DeployId : QuantConnect.Api.BaseLiveAlgorithm , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Packets.LiveNodePacket , QuantConnect.Packets.LiveResultPacket
• DeploymentOffset : QuantConnect.Api.LiveLog
• DeploymentTarget : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Packets.AlgorithmNodePacket
• Description : QuantConnect.Api.Node , QuantConnect.Api.Project , QuantConnect.Api.Version , QuantConnect.Configuration.CommandLineOption , QuantConnect.Exchange , QuantConnect.Securities.SymbolProperties
• DestinationCurrency : QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion , QuantConnect.Securities.CurrencyConversion.ICurrencyConversion , QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion
• Direction : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.InsightScore , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Data.Market.RenkoBar , QuantConnect.Orders.GroupOrderManager , QuantConnect.Orders.Order , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Securities.BuyingPowerParameters , QuantConnect.Securities.Positions.PositionGroupBuyingPowerParameters , QuantConnect.Statistics.Trade
• DisableAcknowledgement : QuantConnect.Packets.LiveNodePacket
• DisposeRequested : QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniversePythonWrapper
• Distribution : QuantConnect.Data.Market.Dividend
• Dividend : QuantConnect.Data.Custom.Tiingo.TiingoPrice
• Dividends : QuantConnect.Data.Slice
• DividendsSplits : QuantConnect.ToolBox.RandomDataGenerator.DividendSplitMapGenerator
• DividendYield : QuantConnect.Indicators.OptionIndicatorBase
• DollarVolume : QuantConnect.Algorithm.UniverseDefinitions , QuantConnect.Data.UniverseSelection.CoarseFundamental
• DollarVolumeSetter : QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource
• Drawdown : QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PortfolioStatistics
• Drawdowns : QuantConnect.Report.DrawdownCollection
• DriveSpaceRemaining : QuantConnect.OS
• DriveSpaceUsed : QuantConnect.OS
• DriveTotalSpace : QuantConnect.OS
• Duration : QuantConnect.Statistics.Trade